Chicago SRW Wheat GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
27.24%
decreased by 0.33%
1 Week
27.37%
decreased by 0.20%
1 Month
27.85%
increased by 0.28%
Analysis last updated: Wednesday, June 17, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 16.45 | |
| 0.0544 | 17.39 | |
| 0.9376 | 423.67 | |
| -0.0110 | -2.28 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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